A limit theorem related to a new class of self similar processes
From MaRDI portal
Publication:4179604
DOI10.1007/BF00535672zbMath0396.60037MaRDI QIDQ4179604
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Related Items (only showing first 100 items - show all)
Limit theorems related to a class of operator-self-similar processes ⋮ Generalized Divide and Color models ⋮ The extremes of random walks in random sceneries ⋮ Large fluctuations and transport properties of the Lévy-Lorentz gas ⋮ On the quenched functional CLT in random sceneries ⋮ Quenched and averaged large deviations for random walks in random environments: the impact of disorder ⋮ Non-Gaussian fluctuations of randomly trapped random walks ⋮ The strong approximation for the Kesten-Spitzer random walk ⋮ Exponential moments of self-intersection local times of stable random walks in subcritical dimensions ⋮ Transient random walk in ${\mathbb Z}^2$ with stationary orientations ⋮ Short Range and Long Range Dependence ⋮ Strong clumping of super-Brownian motion in a stable catalytic medium ⋮ An embedding for the Kesten-Spitzer random walk in random scenery ⋮ Marginal distributions of self-similar processes with stationary increments ⋮ Strong approximation of spatial random walk in random scenery. ⋮ A strong invariance principle for two-dimensional random walk in random scenery. ⋮ Random walk in random scenery and self-intersection local times in dimensions \(d \geq 5\) ⋮ Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks ⋮ The quenched limiting distributions of a charged-polymer model ⋮ A universal result in almost sure central limit theory. ⋮ On the local times of stationary processes with conditional local limit theorems ⋮ Mixing properties of generalized \(T,T^{-1}\) transformations ⋮ On three conjectures by K. E. Shuler ⋮ Some self-similar processes related to local times ⋮ Random rewards, fractional Brownian local times and stable self-similar processes ⋮ Moments and distribution of the local time of a two-dimensional random walk ⋮ Random walks at random times: convergence to iterated Lévy motion, fractional stable motions, and other self-similar processes ⋮ Flexibility of statistical properties for smooth systems satisfying the central limit theorem ⋮ Diffusion in layered random flows, polymers, electrons in random potentials, and spin depolarization in random fields ⋮ Operator-Self-Similar Processes in a Finite-Dimensional Space ⋮ Discrete approximation of a stable self-similar stationary increments process ⋮ Variance of partial sums of stationary sequences ⋮ Local limit theorem for randomly deforming billiards ⋮ Diffusivity bounds for 1D Brownian polymers ⋮ Empirical processes for recurrent and transient random walks in random scenery ⋮ Limit theorem for random walk in weakly dependent random scenery ⋮ Quenched trap model for Lévy flights ⋮ A functional CLT for the \(L^2\) modulus of continuity of local time ⋮ A self-similar process arising from a random walk with random environment in random scenery ⋮ Limit theorems for one and two-dimensional random walks in random scenery ⋮ Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory ⋮ A local limit theorem for random walks in random scenery and on randomly oriented lattices ⋮ Homogenization of parabolic equations with large time-dependent random potential ⋮ Upper limits of Sinai's walk in random scenery ⋮ Chover-type laws of the iterated logarithm for Kesten-Spitzer random walks in random sceneries belonging to the domain of stable attraction ⋮ Self-normalized moderate deviations for random walk in random scenery ⋮ Critical branching in a highly fluctuating random medium ⋮ Interplay of analysis and probability in applied mathematics. Abstracts from the workshop held February 11--17, 2018 ⋮ Central limit theorems for nearly long range dependent subordinated linear processes ⋮ Strong laws of large numbers for random walks in random sceneries ⋮ Optimal bounds for the variance of self-intersection local times ⋮ Sample path properties of the local time of multifractional Brownian motion ⋮ Persistence probabilities for stationary increment processes ⋮ Random walks in doubly random scenery ⋮ Moderate deviations for a random walk in random scenery ⋮ Weak invariance principle for the local times of partial sums of Markov chains ⋮ CLT for random walks of commuting endomorphisms on compact abelian groups ⋮ A self normalized law of the iterated logarithm for random walk in random scenery ⋮ Strong approximation of additive functionals ⋮ Anomalous diffusion in a random velocity field ⋮ Quenched tail estimate for the random walk in random scenery and in random layered conductance ⋮ Large deviations estimates for self-intersection local times for simple random walk in \({\mathbb{Z}}^3\) ⋮ Relative complexity of random walks in random sceneries ⋮ Large deviations for intersection local times in critical dimension ⋮ A law of the iterated logarithm for random walk in random scenery with deterministic normalizers ⋮ Further scaling exponents of random walks in random sceneries ⋮ On the local time of random walk on the 2-dimensional comb ⋮ Scaling exponents of random walks in random sceneries. ⋮ Unnamed Item ⋮ An invariance principle for the local time of a recurrent random walk ⋮ Deviations of a random walk in a random scenery with stretched exponential tails ⋮ Limit theorems for U-statistics indexed by a one dimensional random walk ⋮ A CLT for the \(L^{2}\) modulus of continuity of Brownian local time ⋮ Reconstructing a two-color scenery by observing it along a simple random walk path ⋮ Examples of quasi-hyperbolic dynamical systems with slow decay of correlations. ⋮ Large deviations and renormalization for Riesz potentials of stable intersection measures ⋮ Self-intersection local times of additive processes: large deviation and law of the iterated logarithm ⋮ Extremes for transient random walks in random sceneries under weak independence conditions ⋮ Continuous-time random walk between Lévy-spaced targets in the real line ⋮ The sequential empirical process of a random walk in random scenery ⋮ Global observables for RW: law of large numbers ⋮ Moderate deviations for the self-normalized random walk in random scenery ⋮ Coupled continuous time-random walks in quenched random environment ⋮ A law of the iterated logarithm for stable processes in random scenery ⋮ A class of asymptotically self-similar stable processes with stationary increments ⋮ The extremes of a random scenery as seen by a random walk in a random environment ⋮ Log-fractional stable processes ⋮ AN INTRODUCTION TO THE THEORY OF SELF-SIMILAR STOCHASTIC PROCESSES ⋮ Some limsup results for increments of stable processes in random scenery ⋮ On infinitely divisible self-similar random fields ⋮ Moments and distribution of the local times of a transient random walk on \(\mathbb Z^{d}\) ⋮ LIMIT THEOREMS FOR SAMPLED DYNAMICAL SYSTEMS ⋮ Limit theorems for additive functionals of random walks in random scenery ⋮ Stochastic calculus for Brownian motion on a Brownian fracture ⋮ Distinguishing sceneries by observing the scenery along a random walk path ⋮ Quenched tail estimate for the random walk in random scenery and in random layered conductance. II. ⋮ Strongly correlated random fields as observed by a random walker ⋮ A self-similar process with nowhere bounded sample paths ⋮ Self-similar random fields ⋮ Zones of attraction of self-similar multiple integrals
Cites Work
- Gaussian and their subordinates self-similar random generalized fields
- Local times for a class of Markoff processes
- On Occupation Times for Markoff Processes
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- Semi-Stable Stochastic Processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A limit theorem related to a new class of self similar processes